+189.9%
LQD vs A
+1,246.7%
-1,056.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | -0.6% | +0.6% | -1.2% | -0.6% |
| 3M | -1.2% | +10.9% | -12.1% | -1.5% |
| 6M | -1.9% | +28.2% | -30.1% | -2.6% |
| YTD | -1.3% | +8.6% | -9.8% | -1.6% |
| 1Y | -1.0% | +15.5% | -16.5% | -1.5% |
| 3Y | +15.2% | +31.8% | -16.6% | +14.2% |
| 5Y | -4.4% | -14.9% | +10.5% | -4.8% |
| 10Y | +22.6% | +237.8% | -215.2% | +21.1% |
| All | +189.9% | +1,246.7% | -1,056.8% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling